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Recursive Methods for Dynamic Incentive Problems

  • Messner Matthias
  • Pavoni Nicola
  • Sleet Christopher

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Paper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 2012-E13.

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Handle: RePEc:cmu:gsiawp:-1200374495
Contact details of provider: Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
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  1. Harold Cole & Felix Kubler, 2010. "Recursive Contracts, Lotteries and Weakly Concave Pareto Sets," PIER Working Paper Archive 10-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  2. Ana Fernandes & Christopher Phelan, 1999. "A recursive formulation for repeated agency with history dependence," Staff Report 259, Federal Reserve Bank of Minneapolis.
  3. Matthias Messner & Nicola Pavoni & Christopher Sleet, 2011. "On the Dual Approach to Recursive Optimization," Working Papers 423, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  4. Arpad Abraham & Nicola Pavoni, 2008. "Code for "Efficient Allocations with Moral Hazard and Hidden Borrowing and Lending: A Recursive Formulation"," Computer Codes 06-26, Review of Economic Dynamics.
  5. Kydland, Finn E. & Prescott, Edward C., 1980. "Dynamic optimal taxation, rational expectations and optimal control," Journal of Economic Dynamics and Control, Elsevier, vol. 2(1), pages 79-91, May.
  6. Werning, Ivan & Farhi, Emmanuel, 2007. "Inequality and Social Discounting," Scholarly Articles 3451391, Harvard University Department of Economics.
  7. Matthias Messner & Nicola Pavoni & Christopher Sleet, . "Contractive Dual Methods for Incentive Problems," GSIA Working Papers 2012-E26, Carnegie Mellon University, Tepper School of Business.
  8. Spear, Stephen E & Srivastava, Sanjay, 1987. "On Repeated Moral Hazard with Discounting," Review of Economic Studies, Wiley Blackwell, vol. 54(4), pages 599-617, October.
  9. Matthias Messner & Nicola Pavoni, 2004. "On the Recursive Saddle Point Method," Working Papers 255, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Kenneth L. Judd & Sevin Yeltekin & James Conklin, 2003. "Computing Supergame Equilibria," Econometrica, Econometric Society, vol. 71(4), pages 1239-1254, 07.
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